+57.4%
INTC vs PH
+20.3%
+37.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.7% | -0.1% | -0.9% |
| 7D | -39.0% | -0.2% | -38.8% | -38.4% |
| 30D | -49.8% | -6.7% | -43.1% | -46.9% |
| 3M | -42.2% | -8.1% | -34.1% | -38.5% |
| 6M | -39.2% | +5.3% | -44.5% | -41.0% |
| YTD | +57.9% | +4.2% | +53.7% | +57.3% |
| 1Y | +57.4% | +19.3% | +38.0% | +58.1% |
| All | +57.4% | +20.3% | +37.1% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling